Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47279.81 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45885.42 Kr¶

PnL: ---------------------------------------> -1003.15 Kr¶

DD now: ---------------------------------> -2.776 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:11:55.255199'

Anic Portfolio¶

Today¶

Return: -1.401 %¶

This Week¶

Return: -1.321 %¶

Total¶

Return: 54.782 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.380000 3420.000000 43.000000 1.270000 3377.000000
Corem Property Group B 59 -1.520000 613.010000 36.010000 6.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.490000 389.000000 34.000000 9.580000 355.000000
AcadeMedia 12 -3.080000 588.480000 31.480000 5.650000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Resurs Holding 22 -1.590000 599.720000 25.720000 4.480000 573.999998
Boozt 12 -1.340000 1674.000000 20.000000 1.210000 1653.999996
HMS Networks 2 -2.930000 690.000000 17.000000 2.530000 673.000000
Securitas B 6 -0.650000 584.760000 14.760000 2.590000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Intrum 4 -3.740000 525.000000 -2.000000 -0.380000 527.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Nordea Bank Abp 29 -0.200000 3447.520000 -6.480000 -0.190000 3453.999992
Essity B 2 -0.390000 558.400000 -15.600000 -2.720000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.490000 504.530000 -29.470000 -5.520000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.880000 547.500000 -47.070000 -7.920000 594.565215
Beijer Electronics Group 26 -5.880000 2912.000000 -59.000000 -1.990000 2971.000006
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
Axfood 13 0.250000 3591.900000 -164.100000 -4.370000 3756.000001
OX2 18 -2.420000 1413.000000 -251.000000 -15.080000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45885.420000 -1003.150000 -2.77623% 46888.564618

Updated:¶

'2023-01-25 13:12:08.014016'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶